The Plain and Simple Guide to Successful Strategies 4 pdf
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
... 103 1 04 105
Cost of put
4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
Value of
put at
expiration
10 9 8 7 6 5 4 3 2 1 0 0 0 0 0 0
Profit/loss
6 5 4 3 2 1 0 –1 –2 –3 4 4 4 4 4 4
The break-even ... 102 103 1 04 105 106 107 108 109 110
Income
from call
4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
Value of
call at
expiration
0 0 0 0 0 0 –1 –2 –3 4 –5 –6 –7 –8 –9 –10
Pro...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot
... 60
1
/
8
0.99
1
/
8
0.01
340 41
1
/
8
0.92 1
1
/
4
0.08
360 24
5
/
8
0.76 4
3
/
4
0. 24
380 12
1
/
2
0.51 12
1
/
2
0 .48
40 0 5
3
/
8
0.28 25
1
/
4
0.72
42 0 1
7
/
8
0.12 41
7
/
8
0.83
44 0
5
/
8
0. 04 60
1
/
2
0.96
1
The ...
6800
6700
6600
6500
640 0
6300
6200
6100
6000
5900
5800
5700
5600
5500
540 0
5300
5200
5100
5000
49 00
48 00
47 00
46 00
45 00
44 00
43 0...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc
... –5.00 4. 11 0.00 0.00 0.00 0.00 0.00
Profit/loss
–5.89 –0.89 0.00 4. 11 4. 11 0.00 –0.89 –0.89
Figure 9 .4 is a graph of the expiration profit/loss.
4
6
2
0
–2
4
–6
–8
30
32.5
35
37.5 40 42 .5 45 47 .5
50 ... 49 .59 The lower break-even level is calculated
as the lower strike minus the maximum profit, or 45 .00 – 4. 59 = 40 .41 .
Below the lower break-even level th...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc
... is the strike price of the higher put minus the total income from the
spread, or 340 – 5.5 = 3 34. 5. The maximum downside loss is the difference
between put strikes minus the income from the ... level
is the higher put strike minus the cost of the spread, or 340 – 5.5 = 3 34. 5.
The maximum downside profit is the difference between put strikes minus
the cost of...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
... 1 24 0.07 9.00 0.08
125 0. 14 8.91 0. 14
126 2.26 8.59 0.77 0.25 8.68 0.23
127 1 .44 8 .44 0.65 0 .42 8 .42 0.35
*128 1.05 8. 14 0.51 1. 04 8.26 0 .49
129 0 .43 8.30 0.36 1 .41 8.32 0.63
130 0.25 8 .40 ... 9 .44 3.29 9 .45
132 0.59 9. 54
1 34 0. 34 9.58
136 0.20 9. 84
138 0.11 9.98
140 0.07 10 .45
142 0. 04 10.70
144 0.02 10.76
146 0.01 10.86
Source: Data courtesy of pmpu...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt
... on the other hand, you sell the call at 34. 40 and pay 33.70 for the put,
then you have sold the synthetic future at 1 140 .70. Here, you have the
obligation to sell the future above 1 140 , and the ... 1 140 .70
December 1 140 call at 34. 40
December 1 140 put at 33.70
Here, you could sell the call at 34. 40, pay 33.70 for the put, and pay
1 140 .70 for the fut...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
... trade them
close to expiration in order to clear options off
our books and to avoid pin risk. But then again,
the arbs try to pay 19.75 for the above box, and
they try to sell it at 20.25. They ... short the 100
synthetic and long the 105 synthetic for a credit of five. Your sale holds its
value until expiry, at which time the synthetics pair off, and you pay...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx
... paid for the put.
(c) If the return on a sale of the stock is 0.50 per cent, then no more
than £0 .40 must be paid for the synthetic over the bid price of the
stock. Bearing in mind that the options ... 57.5 = 42 .5
v) [550 – 46 0] – 57.5 = 32.5
vi) 57.5
vii) 607.5 – 49 2.5 = 115
2 (a) i) 2.05 + 1 .45 – 0.82 – 0. 34 = 2. 34 debit
ii) 55 + 2. 34 = 57. 34
iii) 50 – 2. 34...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc
... 149
iron see separate entry
long at -the- money call 143
long at -the- money put 145 –6
long out-of -the- money call 141 –2
long out-of -the- money put 144 –5
non-adjacent strikes 147 –8
short at -the- money ... models 34, 37–9
bell curve 37–9, 44 –5
comparing historical and implied
volatility 43
conventional usage 43
historical volatility of underlying
39 41 , 43
imp...
The Plain and Simple Guide to Successful Strategies_1 pdf
... stock at the strike price, or 45 . The cost of your stock
purchase will be effectively reduced by the credit of the spread. For exam-
ple, if the stock closes at 45 and you are assigned on the ... 11 .4
102 Part 2
Options spreads
Table 10.1 Coca-Cola August options
Strike
40 .00 42 .50 45 .00 47 .50 50.00 52.50 55.00 57.50 60.00
June
calls
4. 04 2.52 1 .45 0.79 0...
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